4193
InMagroup2
OLD|Aalto Investment Management Game (Spring 2020)
| 1D P&L | Symbol | Position | Avg Cost | Mark Price | 1D Chg (%) | Mkt Value | Rlz P&L | Unrlz P&L |
|---|---|---|---|---|---|---|---|---|
| -625 | AAPL | 772 | 77.98 | 148.67 | -0.54% | 114,773 | 0 | 54,569 |
| -753 | ABMD | -352 | 171.64 | 351.82 | 0.61% | -123,841 | 0 | -63,423 |
| -541 | ADS | -536 | 112.07 | 97.35 | 1.05% | -52,180 | 0 | 7,890 |
| 2,496 | AMAT | 975 | 61.73 | 135.90 | 1.92% | 132,502 | 0 | 72,311 |
| 647 | AMD | 1,245 | 48.69 | 119.85 | 0.44% | 149,213 | 0 | 88,594 |
| -83 | ANSS | 230 | 260.80 | 370.29 | -0.10% | 85,167 | 0 | 25,183 |
| -146 | ARNC | 2,084 | 29.06 | 29.91 | -0.23% | 62,332 | 0 | 1,771 |
| 397 | CDW | 422 | 143.01 | 191.49 | 0.49% | 80,809 | 0 | 20,456 |
| -3,581 | CMG | 70 | 857.77 | 1,792.67 | -2.77% | 125,487 | 0 | 65,443 |
| 962 | COTY | 5,660 | 10.60 | 8.08 | 2.15% | 45,733 | 0 | -14,263 |
| 246 | CPRT | 630 | 95.31 | 152.23 | 0.26% | 95,905 | 0 | 35,860 |
| 671 | DXC | -1,677 | 35.74 | 34.57 | -1.14% | -57,974 | 0 | 1,962 |
| -627 | GPN | 315 | 191.50 | 158.00 | -1.24% | 49,770 | 0 | -10,551 |
| 1,401 | GPS | -3,376 | 17.80 | 22.52 | -1.81% | -76,011 | 0 | -15,918 |
| 0 | KHC | -1,953 | 30.70 | 36.38 | 0.00% | -71,050 | 0 | -11,093 |
| 2,619 | KLAC | 346 | 173.01 | 343.08 | 2.26% | 118,706 | 0 | 58,844 |
| 0 | LB | -3,088 | 19.35 | 79.92 | 0.00% | -246,793 | 0 | -187,040 |
| 356 | LDOS | 594 | 101.02 | 102.03 | 0.59% | 60,606 | 0 | 600 |
| 341 | LRCX | 204 | 294.53 | 557.09 | 0.30% | 113,646 | 0 | 53,561 |
| -1,080 | M | -3,375 | 17.83 | 26.59 | 1.22% | -89,741 | 0 | -29,565 |
| 827 | MKTX | 165 | 363.07 | 415.74 | 1.22% | 68,597 | 0 | 8,691 |
| 439 | MOS | -2,832 | 21.18 | 42.02 | -0.37% | -118,986 | 0 | -59,005 |
| 2,820 | MSCI | 226 | 265.72 | 648.91 | 1.96% | 146,654 | 0 | 86,601 |
| 0 | MYL | -2,876 | 20.88 | 15.85 | 0.00% | -45,599 | 0 | 14,438 |
| -1,477 | OXY | -1,307 | 46.24 | 33.93 | 3.45% | -44,347 | 0 | 16,089 |
| -1,183 | QRVO | 528 | 114.13 | 168.02 | -1.32% | 88,715 | 0 | 28,451 |
| -928 | SWKS | 499 | 121.31 | 165.11 | -1.11% | 82,390 | 0 | 21,854 |
| -202 | TDG | 101 | 595.47 | 648.00 | -100.00% | 65,448 | 0 | 5,306 |
| 866 | TGT | 481 | 124.73 | 256.01 | 0.71% | 123,141 | 0 | 63,146 |
| -205 | XRX | 1,639 | 36.58 | 20.73 | -0.60% | 33,985 | 0 | -25,970 |
Performance
Performance
Risk-Adjusted Excess Return
Sharpe Ratio
Rolling 5-Day Volatilities
Daily 5% Value-at-Risk (VaR)
Rolling Betas
| Action | Type | Time | Symbol | Quantity | Price | Limit | Status |
|---|
| Payment Date | Ex-Dividend Date | Ticker | Position | Dividend Per Share | Total Dividend (USD) |
|---|